+394.4%
BAC vs USFR
+27.5%
+366.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -0.4% | +0.3% | -0.7% | -0.6% |
| 3M | +16.9% | +1.0% | +15.9% | +16.2% |
| 6M | +26.6% | +1.9% | +24.7% | +25.2% |
| YTD | +15.8% | +2.6% | +13.2% | +14.1% |
| 1Y | +27.2% | +4.0% | +23.2% | +24.3% |
| 3Y | +132.4% | +14.1% | +118.3% | +115.6% |
| 5Y | +72.6% | +20.4% | +52.2% | +55.0% |
| 10Y | +389.7% | +28.0% | +361.7% | +325.3% |
| All | +394.4% | +27.5% | +366.9% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling